+42.7%
MKSI vs SFM
-35.8%
+78.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.6% | -8.6% | -4.3% |
| 7D | -10.7% | -12.3% | +1.6% | -11.8% |
| 30D | -30.5% | -16.2% | -14.3% | -31.9% |
| 3M | -39.2% | -36.8% | -2.4% | -43.1% |
| 6M | -33.0% | -32.6% | -0.4% | -36.2% |
| YTD | +22.3% | -31.7% | +54.0% | +18.5% |
| 1Y | +42.7% | -35.0% | +77.7% | +37.3% |
| All | +42.7% | -35.8% | +78.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling